Fact sheet: State Street Flex Asset Alloc

Fund information

Fund name
State Street Flexible Asset Allocation P
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager
Gregory Taieb
since 30/09/2013
Fund objective
The Sub-fund seeks to provide an investment return in excess of the performance ofthe one month EURIBOR rate by approximately 2% per annum over a five-year investment timeframe
Benchmark
1 MONTH EURIBOR +4.5%
Investment style
Active,Flexible
Investment method
Mixed

Quick stats

1 Year return

2.5 %

1 Year rank in sector

130/167

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 8.5 m

FE Risk score

75

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    44.07%
  • Not Specified
    36.71%
  • Money Market
    13.05%
  • Global Emerging Markets
    6.17%
  • Global Developed Equities
    44.07%
  • Global Corporate Fixed Interest
    17.33%
  • Money Market
    13.05%
  • European Government Fixed Interest
    8.17%
  • Global Government Fixed Interest
    4.03%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.87 %0.15 %2.5 %0.93 %0 %
Sector0.85 %2.67 %6.27 %9.76 %23.08 %
Rank within sector98 / 182143 / 174130 / 16798 / 108 /
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Calendar performance

YTD-20172016201520142013
Fund1.5 %0.53 %-0.62 %5.34 %2.57 %
Sector5.63 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector145 / 173113 / 14271 / 11855 / 9968 / 83
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Risk statistics

Alpha-1.74
Beta0.68
Sharpe-0
Volatility3.79
Tracking error2.44
Information ratio-1.09
R-Squared0.75

Price movement

52 week high9.9972
52 week low9.4822
Current bid price0
Current offer price0
Current mid price9.8757

Holdings by region

  • 44.07% International
  • 36.71% Not Specified
  • 13.05% Money Market
  • 6.17% Global Emerging Markets

Holdings by sector

-

Holdings by asset type

  • 44.07% Global Developed Equities
  • 17.33% Global Corporate Fixed Interest
  • 13.05% Money Market
  • 8.17% European Government Fixed Interest
  • 4.03% Global Government Fixed Interest
  • 3.62% Global High Yield Fixed Interest
  • 3.29% Global Emerging Market Equities
  • 2.88% Global Emerging Market Fixed Interest
  • 2% Property Shares
  • 1.46% Convertibles

Individual holdings

  • 24.63% STATE STREET GLOBAL ADVISORS S OPEN-END FUND EUR
  • 16.79% STATE STREET GLOBAL ADVISORS L OPEN-END FUND EUR
  • 13.91% SPDR MSCI ACWI UCITS ETF ETP EUR
  • 8.17% SPDR BARCLAYS 3-5 YEAR EURO GO ETP EUR
  • 3.8% SPDR EURO STOXX LOW VOLATILITY ETP EUR
  • 3.62% SSGA SPDR BARCLAYS CAPITAL EURO HIGH YIELD BOND UCITS
  • 3.62% SSGA SPDR BARCLAYS CAPITAL EURO HIGH YIELD BOND UCITS
  • 2.91% SPDR S&P 500 LOW VOLATILITY UC ETP EUR
  • 2.89% SPDR MORNINGSTAR MULTI-ASSET G ETP EUR